[QuantLibAddin-cvs] QuantLibAddin/qlo forwardrateagreement.cpp, NONE, 1.1 forwardrateagreement.hpp, NONE, 1.1 .cvsignore, 1.2, 1.3 baseinstruments.hpp, 1.1, 1.2

[Katiuscia M. <kma...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv22654/qlo

Modified Files:
	.cvsignore baseinstruments.hpp 
Added Files:
	forwardrateagreement.cpp forwardrateagreement.hpp 
Log Message:
exported object Forward Rate Agreement from QL to QLXL

Index: .cvsignore
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/.cvsignore,v
retrieving revision 1.2
retrieving revision 1.3
diff -C2 -d -r1.2 -r1.3
*** .cvsignore	6 Jun 2006 08:10:05 -0000	1.2
--- .cvsignore	8 Jun 2006 18:42:42 -0000	1.3
***************
*** 13,16 ****
--- 13,17 ----
  vo_couponvectors.*pp
  vo_exercise.*pp
+ vo_forwardrateagreement.*pp
  vo_instruments.*pp
  vo_interpolation.*pp

Index: baseinstruments.hpp
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/baseinstruments.hpp,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** baseinstruments.hpp	19 May 2006 16:56:16 -0000	1.1
--- baseinstruments.hpp	8 Jun 2006 18:42:42 -0000	1.2
***************
*** 22,25 ****
--- 22,26 ----
  #include <ql/instrument.hpp>
  #include <ql/Instruments/bond.hpp>
+ #include <ql/Instruments/forward.hpp>
  #include <ql/Instruments/oneassetoption.hpp>
  

--- NEW FILE: forwardrateagreement.hpp ---

/*
 Copyright (C) 2006 Katiuscia Manzoni
 Copyright (C) 2006 Ferdinando Ametrano

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it under the
 terms of the QuantLib license.  You should have received a copy of the
 license along with this program; if not, please email qua...@li...
 The license is also available online at http://quantlib.org/html/license.html

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/

#ifndef qla_forwardrateagreement_hpp
#define qla_forwardrateagreement_hpp

#include <ql/Instruments/forwardrateagreement.hpp>
#include <qlo/baseinstruments.hpp>
#include <qlo/termstructures.hpp>

namespace QuantLibAddin {

    class ForwardRateAgreement : public Instrument {
    public:
        ForwardRateAgreement(
            const QuantLib::Date& valueDate,
            const QuantLib::Date& maturityDate,
            QuantLib::Forward::Type type,
            QuantLib::Rate strike,
            double notional,
            long settlementDays,
            const QuantLib::DayCounter& dayCount,
            const QuantLib::Calendar& calendar,
            QuantLib::BusinessDayConvention businessDayConvention,
            const boost::shared_ptr<QuantLib::YieldTermStructure>& termStructure,
            QuantLib::Compounding compounding = QuantLib::Simple,  
            QuantLib::Frequency frequency = QuantLib::Annual);


        EXPORT_UNDERLYING_OBJECT(QuantLib::ForwardRateAgreement, mInstrument);

    };

}

#endif

--- NEW FILE: forwardrateagreement.cpp ---

/*
 Copyright (C) 2006 Ferdinando Ametrano
 Copyright (C) 2006 Katiuscia Manzoni

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it under the
 terms of the QuantLib license.  You should have received a copy of the
 license along with this program; if not, please email qua...@li...
 The license is also available online at http://quantlib.org/html/license.html

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/

#if defined(HAVE_CONFIG_H)
    #include <qlo/config.hpp>
#endif

#include <oh/objhandlerdefines.hpp>
#include <qlo/termstructures.hpp>
#include <qlo/forwardrateagreement.hpp>

namespace QuantLibAddin {

    ForwardRateAgreement::ForwardRateAgreement(
            const QuantLib::Date& valueDate,
            const QuantLib::Date& maturityDate,
            QuantLib::Forward::Type type,
            QuantLib::Rate strike,
            double notional,
            long settlementDays,
            const QuantLib::DayCounter& dayCount,
            const QuantLib::Calendar& calendar,
            QuantLib::BusinessDayConvention businessDayConvention,
            const boost::shared_ptr<QuantLib::YieldTermStructure>& termStructure,
            QuantLib::Compounding compounding,  
            QuantLib::Frequency frequency) {


                
            QuantLib::Handle<QuantLib::YieldTermStructure> discountingTermStructure;
            discountingTermStructure.linkTo(termStructure);

            mInstrument = boost::shared_ptr<QuantLib::Instrument>(
                new QuantLib::ForwardRateAgreement(valueDate,
                                                   maturityDate,
                                                   type,
                                                   strike,
                                                   notional,
                                                   settlementDays,
                                                   dayCount,
                                                   calendar,
                                                   businessDayConvention,
                                                   discountingTermStructure,
                                                   compounding,
                                                   frequency
                                                   ));
    }

}